Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/8804c701-2820-4261-bdbd-c63a57290f17/
MRX
Marex Group plc Ordinary SharesSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.960
↗
Trending Value
#6.00000000
◆
Quality × Value
QV 0.857
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 8.00000000
📐
EBITDA/EV
38.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +31%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 35%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
93.0%ile
P/E
8.0×
P/S
0.7×
P/B
2.9×
E/P
0.1246
FCF Yield
0.214
EBITDA/EV
0.381
SH Yield
0.014
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
8.00000000
/100 — 1=cheapest
VC2 (Trending Value)
8.00000000
/100
VC3 (Buyback)
8.00000000
/100
P/E of 8.0x places this firmly in deep value territory. FCF yield of 21.4% is strong — the business generates significant free cash relative to price. VC2 score of 8.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
79.0%ile
ROE
0.366
ROA
0.014
Net Margin
0.091
Op Margin
0.299
GPA
0.093
D/E
26.09
Current
1.08
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.312
Earn Growth
0.415
Stability
0.522
lower=better
Accruals
-0.005
lower=better
5yr Consist
No
ROE of 37% is exceptional. Highly leveraged with D/E of 26.09 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
77.0%ile
6M Return
48.1%
12M Return
32.4%
12-1 Mom
35.4%
Risk-Adj
0.85
Vol 252d
41.5%
Vol 60d
101.3%
↑ Expanding
Max DD 12M
-24.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 35% is very strong — a clear uptrend. Near-term vol (101%) is expanding vs long-term (42%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.96
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
85.0%
Sector Quality %ile
58.9%
P/E z-score
-0.29
P/B z-score
0.01
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (93th) and quality (79th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (93th value) with strong momentum (77th). The market is starting to recognise the value.
Growth at Reasonable Price
Revenue growing 31% with P/E of 8×. Growth isn't fully priced in.
Leveraged Returns
Strong ROE (37%) boosted by high leverage (D/E 26.1). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (101%) significantly exceeds 252-day (42%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
81.1% avg (7 factors)
Quality
D
44.6% avg (8 factors)
Momentum
B
73.5% avg (4 factors)
Risk
C
47.4% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.960 | —1 | — | |
| Value %ile | 0.930 | —1 | — | |
| Quality %ile | 0.790 | —1 | — | |
| Momentum %ile | 0.770 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.415 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
8.03
Earnings Yield (E/P)
0.1246
Price / Sales
0.73
Price / Book
2.94
Price / Cash Flow
5.94
FCF Yield
21.4%
EBITDA / EV
38.1%
Sales Yield (1/P·S)
1.7162
Shareholder Yield
Div + net buyback / mktcap
1.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
36.6%
Return on Assets
1.4%
Net Margin
9.1%
Operating Margin
29.9%
Gross Profit / Assets
Novy-Marx GPA
9.3%
Debt / Equity
26.09
Current Ratio
1.08
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.005
MomentumPrice trend strength over different horizons
6M Return
48.1%
12M Return
32.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
35.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.85
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
31.2%
Earnings Growth (YoY)
41.5%
Earnings Stability (CV)
Lower = more stable
0.522
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
1.4%
Buyback Yield
0.0%
O'Shaughnessy CompositesValue Composites (WWOWS 4th Ed) — 1=cheapest, 100=most expensive
VC1 (5-factor)
P/E+P/S+P/B+P/CF+EBITDA/EV
8
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
8
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
8
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
6
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
No
Market Leader
Above-avg mcap+revenue, non-utility
No
All Stocks Universe
Market cap > $200M
Yes
Tiny Titan
Micro-cap, low P/S, positive momentum
No
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity